Statistical physics-based reconstruction in compressed sensing

Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is measured. Currently used reconstruction techniques are, however, limited to acquisition rates larger than the true density of the signal. We design a new procedure which is able to reconstruct exactly the signal with a number of measurements that approaches the theoretical limit in the limit of large systems. It is based on the joint use of three essential ingredients: a probabilistic approach to signal reconstruction, a message-passing algorithm adapted from belief propagation, and a careful design of the measurement matrix inspired from the theory of crystal nucleation. The performance of this new algorithm is analyzed by statistical physics methods. The obtained improvement is confirmed by numerical studies of several cases.Comment: 20 pages, 8 figures, 3 tables. Related codes and data are available at http://aspics.krzakala.or

Sensor array signal processing : two decades later

Caption title.Includes bibliographical references (p. 55-65).Supported by Army Research Office. DAAL03-92-G-115 Supported by the Air Force Office of Scientific Research. F49620-92-J-2002 Supported by the National Science Foundation. MIP-9015281 Supported by the ONR. N00014-91-J-1967 Supported by the AFOSR. F49620-93-1-0102Hamid Krim, Mats Viberg